Trump projects a notion of, I’m in charge, I know what’s going on, you can relax. Nobody ever called Alexander III of Macedonia “Alexander the Great” until he and his mother invented that whole false lineage to Achilles and Zeus. And Trump somehow instinctively knows that working that image is a critical part of leadership.
And it’s a studied maneuver. He is a very disarming personality up close. This will sound like a paradox, but despite all the bravado and grandiosity, there is an authenticity about him when you speak to him in person. He clearly wants to make an impression on everybody, but he cares to know if it works. A truly arrogant person is not that attentive to the audience.